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1. G-Research-financial-forecasting-challenge G-Research-financial-forecasting-challenge Public

   Jupyter Notebook 6 1

2. timeseriescv timeseriescv Public

   Scikit-learn style cross-validation classes for time series data

   Python 273 65

3. time-dependent-estimation time-dependent-estimation Public

   Experiments on the estimation of time-dependent sensitivities / factor loadings in factor models.

   Jupyter Notebook 1 1